Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

Trend · papers per month

0.9%1.9%2.8%3.8% · Nov 201919922001200920182026
48 results for knockoff filters

Paper proposes knockoff-based methods to simplify deep neural networks by controlling false discovery rates.

problem High-dimensional deep neural networks with many irrelevant parameters and inputs.
method Knockoff methods combined with regularized neural networks for variable screening.
result Proposed algorithms show satisfactory performance in controlling false discovery rates.

A new knockoff statistic using conditional prediction function improves variable selection in complex models.

problem Controlling false discovery rate in complex models with nonlinear relationships.
method Introducing a knockoff statistic based on the conditional prediction function for use with machine learning models.
result The CPF statistics provide superior power in detecting prognostic variables over existing knockoff statistics.

Bayesian neural network improves feature selection and prediction.

problem Improving feature selection and prediction accuracy in neural networks.
method BNN-ARD with l2-norm feature importance measure.
result Improves variable selection and predictive performance on real-world data.

Knoop enhances variable selection with over-parameterization and knockoffs.

problem Challenges of variable selection in high-dimensional datasets.
method Generates knockoff variables, integrates them into an over-parameterized model, and uses anomaly-based significance tests.
result Superior performance in variable selection compared to existing methods.

DiffKnock improves feature selection in neural networks with complex dependencies and non-linear associations.

problem Selecting important features in neural networks with complex dependencies and non-linear associations.
method DiffKnock uses diffusion models to generate knockoffs and neural network statistics to measure feature importance.
result DiffKnock outperforms existing methods in detecting non-linear associations and preserving feature dependencies.

A new method enhances signal recovery with FDR control.

problem Challenging signal recovery in compressive sensing.
method Knockoff-guided compressive sensing framework with FDR control.
result Guaranteed FDR control leads to more accurate signal reconstruction.

Unified framework for FDR control in knockoffs, validating Gaussian knockoffs.

problem Asymptotic FDR control in knockoffs with user-specified distributions.
method Unified theoretical framework, three conditions on approximate knockoff statistics, Gaussian knockoffs generator based on moments matching.
result Gaussian knockoffs generator achieves asymptotic FDR control.

Improved stability of feature selection in statistical models.

problem Instability of the knockoff procedure leading to inconsistent feature selection.
method Developed a new multi-knockoff procedure based on entropy maximization.
result The multi-knockoff procedure is more stable and powerful than the standard knockoff.

New statistics improve feature importance detection with false discovery guarantees.

problem Identifying truly correlated features from observational data.
method Developed efficient knockoff generation from Bayesian Networks and new statistics.
result Improved power and efficiency of feature importance detection.

Paper controls false discovery rate in crowdsourced annotator quality.

problem Crowdsourced annotators may have position bias affecting label quality.
method Statistical framework with knockoff filters and Inverse Scale Space dynamics.
result Controls false discovery rate without prior knowledge of biased annotators.

DeepLINK-T uses deep learning and knockoffs for time series data.

problem Interpreting and reproducible deep learning models for high-dimensional time series data.
method Combines deep learning with knockoffs for FDR control in feature selection for time series models.
result DeepLINK-T effectively controls FDR while demonstrating superior feature selection for high-dimensional longitudinal time series data.

Develops robust knockoffs for controlling false discoveries in financial data.

problem Challenges in variable selection with highly correlated data in finance and economics.
method Robustified knockoff framework addressing high dependence and time correlation.
result Identifies new important groups of factors on top of known drivers.

Novel privatization framework for high-dimensional variable selection with differential privacy.

problem High-dimensional controlled variable selection with rigorous FDR control under differential privacy constraints.
method Gaussian Johnson-Lindenstrauss Transformation for privatizing the knockoff matrix.
result The proposed private variable selection procedure maintains statistical power even under strict privacy budgets.

FlowSelect uses normalizing flows to control FDR in feature selection.

problem Controlled feature selection with knockoffs often fails to control false discovery rate (FDR).
method FlowSelect uses normalizing flows for accurate feature modeling and a novel MCMC-based p-value calculation to enforce knockoff properties.
result FlowSelect consistently controls FDR and demonstrates greater power compared to competing methods.

A new feature screening method using projection correlation and knockoffs controls FDR in high-dimensional data.

problem Feature selection in ultra-high dimensional datasets with heavy-tailed errors and multivariate responses.
method Projection correlation for dependence measurement, knockoffs for FDR control, two-step approach.
result The method controls FDR and ensures sure screening under weak assumptions.

New methods reduce extrapolation errors in feature importance.

problem Flawed feature importance methods using unrestricted permutations lead to extrapolation errors.
method Three new approaches: conditional model reliance, Knockoffs with Gaussian transformation, and restricted ALE plot designs.
result Theoretical and numerical results show our strategies reduce/eliminate extrapolation.

Study examines challenges in variable importance ranking due to feature correlation.

problem Challenges in variable importance ranking under correlation.
method Simulation study and theoretical analysis of feature knockoffs and conditional predictive impact (CPI).
result Highly correlated features increase the correlation of knockoff variables, posing a limitation for CPI.

Deep-gKnock uses DNNs to select groups of features with improved interpretability.

problem Feature selection in high-dimensional data with grouping structure.
method Combines deep neural networks with Knockoffs technique for group-feature selection.
result Improves interpretability and accurate gFDR control compared to state-of-the-art methods.

SEEK algorithm selects minimal state in reinforcement learning for better policy learning.

problem Challenges in obtaining a state representation that is parsimonious and satisfies the Markov property.
method SEEK algorithm estimates the minimal sufficient state in reinforcement learning.
result The SEEK algorithm achieves selection consistency in large samples.

GRIP2 improves deep learning feature selection robustness in correlated and noisy data.

problem Identifying predictive features in correlated and noisy data.
method Integrates first-layer feature activity over a two-dimensional regularization surface to control sparsity and geometry, using efficient block-stochastic sampling.
result Demonstrates improved robustness and power in high correlation and low signal-to-noise ratio regimes.

The paper develops a method to identify conditionally relevant features with statistical guarantees.

problem Identifying features that are relevant given the values of other features.
method A generalization of the knockoff procedure that controls a generalized FDR for conditional feature selection.
result The method provides a statistical guarantee for conditional feature selection.